Communication-efficient distributed optimization in networks with gradient tracking and variance reduction

Boyue Li, Shicong Cen, Yuxin Chen, Yuejie Chi

Research output: Contribution to journalArticlepeer-review

2 Scopus citations

Abstract

There is growing interest in large-scale machine learning and optimization over decentralized networks, e.g. in the context of multi-agent learning and federated learning. Due to the imminent need to alleviate the communication burden, the investigation of communicationefficient distributed optimization algorithms - particularly for empirical risk minimization - has flourished in recent years. A large fraction of these algorithms have been developed for the master/slave setting, relying on the presence of a central parameter server that can communicate with all agents. This paper focuses on distributed optimization over networks, or decentralized optimization, where each agent is only allowed to aggregate information from its neighbors over a network (namely, no centralized coordination is present). By properly adjusting the global gradient estimate via local averaging in conjunction with proper correction, we develop a communication-efficient approximate Newton-type method, called Network-DANE, which generalizes DANE to accommodate decentralized scenarios. Our key ideas can be applied, in a systematic manner, to obtain decentralized versions of other master/slave distributed algorithms. A notable development is Network-SVRG/SARAH, which employs variance reduction at each agent to further accelerate local computation. We establish linear convergence of Network-DANE and Network-SVRG for strongly convex losses, and Network-SARAH for quadratic losses, which shed light on the impacts of data homogeneity, network connectivity, and local averaging upon the rate of convergence. We further extend Network-DANE to composite optimization by allowing a nonsmooth penalty term. Numerical evidence is provided to demonstrate the appealing performance of our algorithms over competitive baselines, in terms of both communication and computation efficiency. Our work suggests that by performing a judiciously chosen amount of local communication and computation per iteration, the overall efficiency can be substantially improved.

Original languageEnglish (US)
JournalJournal of Machine Learning Research
Volume21
StatePublished - Aug 2020

All Science Journal Classification (ASJC) codes

  • Software
  • Control and Systems Engineering
  • Statistics and Probability
  • Artificial Intelligence

Keywords

  • Communication efficiency
  • Decentralized optimization
  • Federated learning
  • Gradient tracking
  • Variance reduction

Fingerprint

Dive into the research topics of 'Communication-efficient distributed optimization in networks with gradient tracking and variance reduction'. Together they form a unique fingerprint.

Cite this